Prediction of long memory processes on same-realisation (Q2655052)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of long memory processes on same-realisation |
scientific article |
Statements
Prediction of long memory processes on same-realisation (English)
0 references
22 January 2010
0 references
linear prediction
0 references
long memory
0 references
least-squares predictor based on finite past
0 references
Toeplitz matrix
0 references
simulations
0 references
0 references
0 references
0 references
0 references
